#include <qle/instruments/convertiblebond2.hpp>
Public Types | |
enum class | AdjustmentStyle { CrUpOnly , CrUpDown , CrUpOnly2 , CrUpDown2 , PassThroughUpOnly , PassThroughUpDown } |
enum class | DividendType { Absolute , Relative } |
Public Attributes | |
Date | startDate |
Date | protectionDate |
AdjustmentStyle | adjustmentStyle |
DividendType | dividendType |
Real | threshold |
Definition at line 100 of file convertiblebond2.hpp.
|
strong |
Enumerator | |
---|---|
CrUpOnly | |
CrUpDown | |
CrUpOnly2 | |
CrUpDown2 | |
PassThroughUpOnly | |
PassThroughUpDown |
Definition at line 101 of file convertiblebond2.hpp.
|
strong |
Enumerator | |
---|---|
Absolute | |
Relative |
Definition at line 102 of file convertiblebond2.hpp.
Date startDate |
Definition at line 103 of file convertiblebond2.hpp.
Date protectionDate |
Definition at line 104 of file convertiblebond2.hpp.
AdjustmentStyle adjustmentStyle |
Definition at line 105 of file convertiblebond2.hpp.
DividendType dividendType |
Definition at line 106 of file convertiblebond2.hpp.
Real threshold |
Definition at line 107 of file convertiblebond2.hpp.